Pages that link to "Item:Q3514845"
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The following pages link to Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845):
Displaying 49 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
- The complexity results of the sparse optimization problems and reverse convex optimization problems (Q2228394) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition (Q2806963) (← links)
- Exact Solution Methods for the k-Item Quadratic Knapsack Problem (Q2835673) (← links)
- Optimal cardinality constrained portfolio selection (Q2846429) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
- Global optimization for sparse solution of least squares problems (Q5058393) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
- Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization (Q6585819) (← links)
